+173.8%
DAL vs WSM
+245.0%
-71.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.9% |
| 7D | +8.8% | +0.5% | +8.3% | +8.6% |
| 30D | +5.4% | +6.0% | -0.6% | +3.0% |
| 3M | -4.9% | +3.2% | -8.1% | -6.2% |
| 6M | +19.8% | +37.1% | -17.3% | +5.5% |
| YTD | +27.0% | +44.2% | -17.2% | +10.1% |
| 1Y | +52.5% | +34.2% | +18.2% | +35.5% |
| 3Y | +173.8% | +249.3% | -75.4% | +80.6% |
| All | +173.8% | +245.0% | -71.2% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling